Page Metadata
Market Data Feeds

DEPTH MARKET FEEDS: NASDAQ ISE, GEMX AND MRX

Look beyond best price. Three data product choices offering order book depth.

LEARN ABOUT THE FEEDS AVAILABLE

These feeds provide a deeper look into order book pricing. Each displays bids and offers at the top five order book price levels along with last sale prices.

OFFERED ON:

  • Nasdaq ISE
  • Nasdaq GEMX
  • Nasdaq MRX

Each Feed Provides

  • A more complete and sophisticated view of the options market by including the top five price levels of the order book
  • Last trade information along with opening price, cumulative volume, high and low prices for the day
  • Access to invaluable imbalance information about opening and reopening orders
  • Helpful administrative and market event messages to keep firms well informed. For example:
    • Options Directory Messages that relay basic option symbol and contract information for those securities traded on the options market.
    • Security Open Messages that inform the user that the option symbol denoted in the message is available for auto execution within the options market system as soon as the opening auction process is complete.
    • Trading Action Messages that inform the user when a specific security is halted or released for trading on the options market.

Access Options

Via Nasdaq Direct Data Feed Products:

Trading firms and market data vendors may create a real-time display by processing direct Nasdaq data feed products. For detailed technical documentation for Nasdaq direct products, please refer to the Market Data technical specifications page.

Via Market Data Vendors:

Individual investors and traders may access real-time data through a number of authorized Nasdaq market data distributors. Market data distributors provide both display devices and data feed products containing Nasdaq real-time data.

Agreements & Forms

To initiate this data on a data feed, firms must submit the appropriate documentation and receive prior approval from Nasdaq:

For the complete list of Nasdaq and UTP market data agreements and forms, please refer to the Nasdaq Global Data Products Agreements and Forms page.

To order this data on a stand-alone terminal/controlled display product, end users or end-user firms should contact their market data vendor for the appropriate agreements and forms.

Contact Us

Please opt-in to receive news and information about Nasdaq’s services.

STAY CONNECTED

Sign up to receive the latest market data research, white papers, product announcements and thought leadership
Scroll up